As explained 
here after running the 
'i' command (since 
v2.06) you have been asked
"Do you want to retain/keep your working current config?"
so you losing your current 
ACTIVE 'unbound.config' is by 
choice.
NOTE:As listed in the 
v2.10 release notes, you can now exploit the 
'unbound.postconf' script to automatically re-apply your custom 
'unbound.conf' tweaks every time you use the
 'i' command. This gives you the best of both worlds, i.e. take advantage of any community proven tweaks added to the base unbound configuration, but allow you to seamlessly reject or merge your own requirements.
As for the cache, well now you understand you don't have to restart unbound for 
every script update - your wish has come true.